[Yuima-commits] r256 - pkg/yuima/man

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Fri Oct 11 15:59:30 CEST 2013


Author: abrouste
Date: 2013-10-11 15:59:30 +0200 (Fri, 11 Oct 2013)
New Revision: 256

Modified:
   pkg/yuima/man/mmfrac.Rd
Log:
Frac

Modified: pkg/yuima/man/mmfrac.Rd
===================================================================
--- pkg/yuima/man/mmfrac.Rd	2013-10-11 13:56:57 UTC (rev 255)
+++ pkg/yuima/man/mmfrac.Rd	2013-10-11 13:59:30 UTC (rev 256)
@@ -28,7 +28,13 @@
 See also \code{\link{qgv}}.
 }
 \examples{
-#Example
+# Estimating all Hurst parameter, diffusion coefficient  and drift coefficient in fractional Ornstein-Uhlenbeck
+
+model<-setModel(drift="-x*lambda",hurst=NA,diffusion="theta")
+sampling<-setSampling(T=100,n=10000)
+yui1<-simulate(model,true.param=list(theta=1,lambda=4),hurst=0.7,sampling=sampling)
+mmfrac(yui1)
+
 }
 % R documentation directory.
 \keyword{ts}



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